+35.3%
MRSH vs SWK
-25.5%
+60.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +2.1% | +11.0% | -8.9% | +0.6% |
| 30D | +17.9% | +30.1% | -12.1% | +13.8% |
| 3M | +6.6% | +14.7% | -8.1% | +4.5% |
| 6M | +26.4% | +44.5% | -18.1% | +19.8% |
| YTD | +12.8% | +59.4% | -46.6% | +4.9% |
| 1Y | +18.5% | +77.5% | -59.0% | +8.2% |
| 3Y | +10.9% | +49.5% | -38.6% | +0.8% |
| All | +35.3% | -25.5% | +60.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling